+221.9%
GDX vs CPNG
-75.9%
+297.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | -0.4% | -7.4% | +7.1% | +0.6% |
| 30D | +18.6% | -4.4% | +23.1% | +19.3% |
| 3M | +14.9% | -7.5% | +22.4% | +15.7% |
| 6M | -6.3% | -19.9% | +13.7% | -4.3% |
| YTD | +15.7% | -35.2% | +50.9% | +20.7% |
| 1Y | +54.8% | -46.8% | +101.6% | +64.7% |
| 3Y | +253.4% | -20.2% | +273.6% | +255.3% |
| 5Y | +219.7% | -48.4% | +268.1% | +211.2% |
| All | +221.9% | -75.9% | +297.8% | +206.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling